RWLeastSqQRPvtCalc Class Reference

Calculates linear regression parameters using QR decomposition with pivoting. More...

#include <rw/analytics/lsqqrpvt.h>

Inheritance diagram for RWLeastSqQRPvtCalc:

Public Member Functions
	RWLeastSqQRPvtCalc ()
	RWLeastSqQRPvtCalc (double tol)
virtual void	calc (const RWGenMat< double > &, const RWMathVec< double > &)
virtual RWRegressionCalc< double, double > *	clone (void) const
virtual bool	fail (void) const
double	getTolerance () const
virtual RWCString	name (void) const
virtual RWMathVec< double >	parameters (void) const
void	setTolerance (double tol)
Public Member Functions inherited from RWRegressionCalc< double, double >
	RWRegressionCalc ()
virtual void	addObsToBaseCalc (const RWAddObservations< double, double > &dataChange)
virtual void	addPredToBaseCalc (const RWAddPredictors< double, double > &dataChange)
virtual void	removeObsFromBaseCalc (const RWRemoveObservations< double, double > &dataChange)
virtual void	removePredFromBaseCalc (const RWRemovePredictors< double, double > &dataChange)
virtual void	setBaseCalc (const RWGenMat< double > &r, const RWMathVec< double > &o)

Detailed Description

Class RWLeastSqQRPvtCalc implements the calculation of linear regression parameters using QR decomposition with pivoting, as described in Section 5.5.1.2, "RWLeastSqQRPvtCalc" in the Business Analysis Module User's Guide.

Synopsis

#include <rw/analytics/lsqqrpvt.h>
 
RWLeastSqQRPvtCalc calc;

Example

#include <rw/analytics/lsqqrpvt.h>
#include <rw/rstream.h>  // Handles proper inclusion of iostream.
 
int main() {
  RWGenMat<double> predictorMatrix =
      "5x2 [1.2 2.1 8 7 3 3.2 6.4 4.6 2 2.3]";
  RWMathVec<double> observationVector = "[2.5 3.7 1.4 2.3 5.6]";
  RWLeastSqQRPvtCalc qrpvt;
 
  qrpvt.calc(predictorMatrix, observationVector);
 
  if (!qrpvt.fail()) {
    cout << "Model parameters: " << qrpvt.parameters() << endl;
  } else {
    cout << "Parameter calculation failed." << endl;
  }
  return 0;
}

Constructor & Destructor Documentation

RWLeastSqQRPvtCalc() [1/2]

RWLeastSqQRPvtCalc::RWLeastSqQRPvtCalc

(

)

Constructs an RWLeastSqQRPvtCalc object with a tolerance of 0.0. Entries along the diagonal of the R factor of the QR decomposition less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.

RWLeastSqQRPvtCalc() [2/2]

RWLeastSqQRPvtCalc::RWLeastSqQRPvtCalc ( double tol )

explicit

Constructs an RWLeastSqQRPvtCalc object with the specified tolerance parameter tol. Entries along the diagonal of the R factor of the QR decomposition less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.

Member Function Documentation

calc()

virtual void RWLeastSqQRPvtCalc::calc ( const RWGenMat< double > & , const RWMathVec< double > &  )

virtual

Calculates the parameters for the regression model. Invoking this method does not affect the state of any existing base calculation.

Implements RWRegressionCalc< double, double >.

clone()

virtual RWRegressionCalc< double, double > * RWLeastSqQRPvtCalc::clone ( void ) const

inlinevirtual

Allocates and creates a clone, or exact copy, of the current instance, and returns a pointer to the copy. Caller is responsible for deleting the returned object.

Implements RWRegressionCalc< double, double >.

fail()

virtual bool RWLeastSqQRPvtCalc::fail ( void ) const

inlinevirtual

Returns false.

Implements RWRegressionCalc< double, double >.

getTolerance()

double RWLeastSqQRPvtCalc::getTolerance ( ) const

inline

Gets the tolerance parameter for the QR decomposition. Entries along the diagonal of the R factor of the QR decomposition that are less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.

name()

virtual RWCString RWLeastSqQRPvtCalc::name ( void ) const

inlinevirtual

Returns the name of the calculation method.

Implements RWRegressionCalc< double, double >.

parameters()

virtual RWMathVec< double > RWLeastSqQRPvtCalc::parameters ( void ) const

inlinevirtual

Returns the parameters from the last calculation performed. If the calculation failed, and this method is called, an exception of type RWInternalErr is thrown.

Implements RWRegressionCalc< double, double >.

setTolerance()

void RWLeastSqQRPvtCalc::setTolerance ( double tol )

inline

Sets the tolerance parameter for the QR decomposition. Entries along the diagonal of the R factor of the QR decomposition that are less than this tolerance are treated as zero. Using this can prevent insignificant entries of R from corrupting your solution.